Risk neutral

Results: 391



#Item
151Economics / Investment / Stochastic processes / Options / Lookback option / Risk-neutral measure / Valuation / Semimartingale / Black–Scholes / Financial economics / Finance / Mathematical finance

The model Analysis of Fourier Transform Valuation Formulas and Applications Valuation

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 10:26:13
152Mathematical finance / Probability theory / Risk-neutral measure

#4 File 1 INDIANA STATE UNIVERSITY FACULTY SENATE, [removed]EXECUTIVE COMMITTEE September 17, 2013

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Source URL: www.indstate.edu

Language: English - Date: 2014-11-19 15:20:22
153Mathematical finance / Financial economics / Game theory / Martingale / Risk-neutral measure / Black–Scholes / Statistics / Stochastic processes / Martingale theory

Introduction Model and Problem Main Results

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 10:21:04
154Stochastic processes / Mathematical sciences / Martingale theory / Stock market / Probability theory / Risk-neutral measure / Numéraire / Martingale / Self-financing portfolio / Mathematical finance / Statistics / Financial economics

The Numeraire Portfolio Under Proportional Transaction Costs

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:40:50
155Economics / Options / Binomial options pricing model / Yield curve / Risk-neutral measure / Bond option / Derivative / Bond / Arbitrage / Financial economics / Mathematical finance / Finance

Finance 400 A. Penati - G. Pennacchi Arbitrage-Free Binomial Models of the Term Structure Earlier, in our discussion of martingale pricing theory, we showed that the absence of arbitrage implied that the date t price of

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Source URL: home.cerge-ei.cz

Language: English - Date: 2001-10-17 18:36:32
156Philosophy of psychology / Constructible universe / Risk-neutral measure / Sampling / Behavior / Philosophy of mind / Learning / Classical conditioning / Behaviorism / Probability theory / Reinforcement

CHOICE BEHAVIOR AND REWARD STRUCTURE by Jerome L. Myers and

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Source URL: suppes-corpus.stanford.edu

Language: English - Date: 2008-09-25 17:38:11
157Social discount rate / Utility / Derek Parfit / Intergenerational equity / Risk-neutral measure / Discounting / Microeconomics / Finance / Stern Review / Economics / Decision theory / Time preference

Should we discount future generations’ welfare? A survey on the “pure” discount rate debate. Gregory Ponthiere* ** Abstract In A Mathematical Theory of Saving (1928), Frank Ramsey not only laid the foundations of t

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Source URL: www2.ulg.ac.be

Language: English - Date: 2007-12-11 07:37:07
158Stochastic processes / Mathematical finance / Martingale / No free lunch with vanishing risk / Semimartingale / Local martingale / Risk-neutral measure / Doléans-Dade exponential / Continuous function / Statistics / Martingale theory / Probability theory

Weak and strong no-arbitrage conditions for continuous financial markets arXiv:1302.7192v2 [q-fin.PR] 14 May[removed]Claudio Fontana

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Source URL: arxiv.org

Language: English - Date: 2014-05-14 20:27:03
159Financial economics / Mathematical finance / Semper Gestion / Risk-neutral measure

Asia Monthly www.semper.ch May 2014

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Source URL: www.semper.ch

Language: English - Date: 2014-06-05 10:52:21
160Mathematical finance / Actuarial science / Investment / Financial markets / Financial risk / Risk premium / Money market fund / Interest rate / Risk-neutral measure / Financial economics / Economics / Finance

Competition, Reach for Yield, and Money Market Funds JOB MARKET PAPER Gabriele La Spada∗ Princeton University (Latest version: http://scholar.princeton.edu/glaspada/publications) November 23, 2014

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Source URL: scholar.princeton.edu

Language: English - Date: 2014-11-25 20:08:02
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